The language of the Xiongnu has been the subject of the most varied hypotheses based on the few words, mainly titles or names of persons, which have been preserved in the Chinese sources. Here H.W. Bailey, a prominent linguist proposes that the language of the dominant rulers of the Xiongnu were related to an Eastern Iranian language.
H.W. Bailey, Indo-Scythian Studies: being Khotanese Texts, VII, Cambridge, 1985, pp. 25-41.